+60.6%
PFE vs C
+227.2%
-166.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.7% | -2.4% | -1.3% | -3.2% |
| 30D | +5.0% | -6.0% | +10.9% | +6.2% |
| 3M | +12.2% | -10.5% | +22.7% | +14.6% |
| 6M | +14.6% | -5.7% | +20.3% | +15.4% |
| YTD | +24.1% | +4.1% | +20.0% | +21.8% |
| 1Y | +26.6% | +20.5% | +6.1% | +20.2% |
| 3Y | +14.3% | +208.1% | -193.8% | -13.9% |
| 5Y | -21.9% | +110.4% | -132.3% | -36.7% |
| All | +60.6% | +227.2% | -166.6% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded C wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling